VolatilityBasketStrike
StockSharp.Algo.Derivatives
The virtual strike including strikes of the specified volatility boundary.
Inherits: BasketStrike
Constructors
VolatilityBasketStrike
public VolatilityBasketStrike(Security underlyingAsset, ISecurityProvider securityProvider, IMarketDataProvider dataProvider, Range<decimal> volatilityRange)volatilityBasketStrike = VolatilityBasketStrike(underlyingAsset, securityProvider, dataProvider, volatilityRange)The virtual strike including strikes of the specified volatility boundary.
- underlyingAsset
- Underlying asset.
- securityProvider
- The provider of information about instruments.
- dataProvider
- The market data provider.
- volatilityRange
- Volatility range.
Methods
FilterStrikes
protected override IEnumerable<Security> FilterStrikes(IEnumerable<Security> allStrikes, decimal assetPrice)result = volatilityBasketStrike.FilterStrikes(allStrikes, assetPrice)To get filtered strikes.
- allStrikes
- All strikes.
- assetPrice
- The asset price.
Returns: Filtered strikes.
FromSerializedString
protected override void FromSerializedString(string text)volatilityBasketStrike.FromSerializedString(text)Load security state from .
- text
- Value, received from ToSerializedString.
ToSerializedString
protected override string ToSerializedString()result = volatilityBasketStrike.ToSerializedString()Save security state to string.
Returns: String.